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Add lean source and binary files (part 120)
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import Mathlib
import OAI.Probability.CriticalPercolation.ProductMeasure.Variance
import OAI.Probability.CriticalPercolation.ProductMeasure.TailProduct
namespace OAI
section
section
noncomputable section
open Set MeasureTheory ProbabilityTheory
open scoped Classical ENNReal
namespace CriticalPercolation.BernoulliProduct
variable {E : Type*}
@[simp] lemma mem_forceOn (S σ ω : Set E) (e : E) :
e∈forceOn S σ ω ↔ if e∈S then e∈σ else e∈ω := Iff.rfl
lemma measurable_forceOn_joint (S : Set E) :
Measurable (fun z : Set E × Set E => forceOn S z.1 z.2) := by
refine (@measurable_pi_iff (Set E × Set E) E (fun _ => Prop)
inferInstance (fun _ => inferInstance) _).mpr ?_
intro e
by_cases he : e∈S
· simpa only [forceOn,ite_eq_left he,Function.comp_def] using (measurable_set_mem e).comp measurable_fst
· simpa only [forceOn,ite_eq_right he,Function.comp_def] using (measurable_set_mem e).comp measurable_snd
lemma measurable_forceOn_joint_block (S : Set E) :
@Measurable (Set E × Set E) (Set E)
((blockSigma S).prod inferInstance) inferInstance
(fun z => forceOn S z.1 z.2) := by
refine (@measurable_pi_iff (Set E × Set E) E (fun _ => Prop)
((blockSigma S).prod inferInstance) (fun _ => inferInstance) _).mpr ?_
intro e
by_cases he : e∈S
· have hm : @Measurable (Set E) Prop (blockSigma S) inferInstance
(fun σ => e∈σ) := by
apply measurable_iff_comap_le.mpr
exact le_iSup_of_le e (le_iSup_of_le he le_rfl)
simpa only [forceOn,ite_eq_left he,Function.comp_def] using hm.comp measurable_fst
· simpa only [forceOn,ite_eq_right he,Function.comp_def] using (measurable_set_mem e).comp measurable_snd
lemma forceOn_resample_law (q : E → unitInterval) (S : Set E) :
((law q).prod (law q)).map (fun z : Set E × Set E => forceOn S z.1 z.2)=law q := by
let f : Set E → Set E := forceOn Sᶜ ∅
let g : Set E → Set E := forceOn S ∅
have hf : Measurable f := measurable_forceOn _ _
have hg : Measurable g := measurable_forceOn _ _
have hfb : @Measurable (Set E) (Set E) (blockSigma S) inferInstance f := by
have hh := measurable_forceOn_block Sᶜ (∅ : Set E)
rw [compl_compl] at hh
exact hh
have hgb : @Measurable (Set E) (Set E) (blockSigma Sᶜ) inferInstance g :=
measurable_forceOn_block S ∅
have hi : IndepFun f g (law q) :=
indep_of_indep_of_le (independent_blocks q S) hfb.comap_le hgb.comap_le
have hm := hi.map_prod_eq_prod_map_map hf.aemeasurable hg.aemeasurable
have hp := congrArg (Measure.map (fun z : Set E × Set E => forceOn S z.1 z.2)) hm
rw [Measure.map_prod_map _ _ hf hg,Measure.map_map (measurable_forceOn_joint S)
(hf.prodMk hg),Measure.map_map (measurable_forceOn_joint S) (hf.prodMap hg)] at hp
have he1 : (fun z : Set E × Set E => forceOn S z.1 z.2) ∘ (fun ω => (f ω,g ω))=id := by
funext ω
ext e
by_cases he : e∈S <;> simp [f,g,he]
have he2 : (fun z : Set E × Set E => forceOn S z.1 z.2) ∘ Prod.map f g=
(fun z : Set E × Set E => forceOn S z.1 z.2) := by
funext z
ext e
by_cases he : e∈S <;> simp [f,g,he]
rw [he1,he2,Measure.map_id] at hp
exact hp.symm
def pinnedParameters (q : E → unitInterval) (S σ : Set E) : E → unitInterval :=
fun e => if e∈S then if e∈σ then 1 else 0 else q e
lemma forceOn_map_law (q : E → unitInterval) (S σ : Set E) :
(law q).map (forceOn S σ)=law (pinnedParameters q S σ) := by
simp only [law_eq_infinitePi]
have hm (e : E) : Measurable (fun b : Prop => if e∈S then e∈σ else b) := .of_discrete
have h := Measure.infinitePi_map_pi (fun e => bitMeasure (q e)) hm
change (Measure.infinitePi (fun e => bitMeasure (q e))).map
(fun (ω : E → Prop) e => if e∈S then e∈σ else ω e)=
Measure.infinitePi (fun e => bitMeasure (pinnedParameters q S σ e))
rw [h]
congr 1
funext e
by_cases he : e∈S
· simp only [ite_eq_left he,Measure.map_const,measure_univ,one_smul]
by_cases hs : e∈σ <;> simp [pinnedParameters,he,hs,bitMeasure]
· simp [pinnedParameters,he]
def blockProbability (q : E → unitInterval) (S : Set E) (A : Set (Set E))
(σ : Set E) : ℝ≥0∞ := law q ((forceOn S σ) ⁻¹' A)
lemma blockProbability_eq_lintegral (q : E → unitInterval) (S : Set E)
(A : Set (Set E)) (hA : MeasurableSet A) (σ : Set E) :
blockProbability q S A σ=∫⁻ ω, A.indicator (1 : Set E → ℝ≥0∞) (forceOn S σ ω) ∂law q := by
unfold blockProbability
rw [← lintegral_indicator_one (hA.preimage (measurable_forceOn S σ))]
rfl
lemma blockProbability_le_one (q : E → unitInterval) (S : Set E)
(A : Set (Set E)) (σ : Set E) : blockProbability q S A σ≤1 := prob_le_one
lemma measurable_blockProbability (q : E → unitInterval) (S : Set E)
(A : Set (Set E)) (hA : MeasurableSet A) :
@Measurable (Set E) ℝ≥0∞ (blockSigma S) inferInstance (blockProbability q S A) := by
have hI : @Measurable (Set E × Set E) ℝ≥0∞
((blockSigma S).prod Set.instMeasurableSpace) inferInstance
(fun z => A.indicator (1 : Set E → ℝ≥0∞) (forceOn S z.1 z.2)) :=
@Measurable.comp (Set E × Set E) (Set E) ℝ≥0∞
((blockSigma S).prod Set.instMeasurableSpace) Set.instMeasurableSpace inferInstance
_ _ (measurable_const.indicator hA) (measurable_forceOn_joint_block S)
have hm := @Measurable.lintegral_prod_right' (Set E) (Set E)
(blockSigma S) Set.instMeasurableSpace (law q) inferInstance _ hI
convert hm using 1
funext σ
exact blockProbability_eq_lintegral q S A hA σ
lemma blockProbability_monotone (q : E → unitInterval) (S : Set E)
(A : Set (Set E)) (hA : IsUpperSet A) : Monotone (blockProbability q S A) := by
intro σ τ hστ
apply measure_mono
intro ω hω
apply hA _ hω
intro e he
by_cases hs : e∈S
· have hh : e∈σ := by simpa only [mem_forceOn,ite_eq_left hs] using he
simpa only [mem_forceOn,ite_eq_left hs] using hστ hh
· simpa only [mem_forceOn,ite_eq_right hs] using he
lemma lintegral_blockProbability (q : E → unitInterval) (S : Set E)
(A : Set (Set E)) (hA : MeasurableSet A) :
(∫⁻ σ, blockProbability q S A σ ∂law q)=law q A := by
simp_rw [blockProbability_eq_lintegral q S A hA]
have hm : Measurable (fun z : Set E × Set E =>
A.indicator (1 : Set E → ℝ≥0∞) (forceOn S z.1 z.2)) :=
(measurable_const.indicator hA).comp (measurable_forceOn_joint S)
rw [← lintegral_prod _ hm.aemeasurable]
have hi : Measurable (A.indicator (1 : Set E → ℝ≥0∞)) := measurable_const.indicator hA
rw [← lintegral_map hi (measurable_forceOn_joint S),
forceOn_resample_law,lintegral_indicator_one hA]
lemma blockSigma_eq_comap (S : Set E) :
blockSigma S=MeasurableSpace.comap (fun σ : Set E => (Subtype.val ⁻¹' σ : Set S))
Set.instMeasurableSpace := by
change (⨆ e∈S, MeasurableSpace.comap (fun σ : Set E => e∈σ) inferInstance)=
MeasurableSpace.comap (fun σ : Set E => (Subtype.val ⁻¹' σ : Set S))
(⨆ e : S, MeasurableSpace.comap (fun σ : Set S => e∈σ) inferInstance)
rw [MeasurableSpace.comap_iSup,iSup_subtype']
congr 1
funext e
rw [MeasurableSpace.comap_comp]
rfl
lemma block_event_forceOn (S : Set E) (B : Set (Set E))
(hB : MeasurableSet[blockSigma S] B) (σ ω : Set E) :
forceOn S σ ω∈B ↔ σ∈B := by
rw [blockSigma_eq_comap] at hB
obtain ⟨C,hC,rfl⟩ := hB
have he : (Subtype.val ⁻¹' forceOn S σ ω : Set S)=Subtype.val ⁻¹' σ := by
ext e
simp only [mem_preimage,mem_forceOn,ite_eq_left e.property]
change (Subtype.val ⁻¹' forceOn S σ ω)∈C ↔ (Subtype.val ⁻¹' σ)∈C
rw [he]
lemma blockProbability_inter_block (q : E → unitInterval) (S : Set E)
(A B : Set (Set E)) (hB : MeasurableSet[blockSigma S] B) (σ : Set E) :
blockProbability q S (A∩B) σ=B.indicator (blockProbability q S A) σ := by
unfold blockProbability
by_cases hσ : σ∈B
· rw [Set.indicator_of_mem hσ]
congr 1
ext ω
simp only [Set.mem_preimage,Set.mem_inter_iff,block_event_forceOn S B hB,hσ,and_true]
· rw [Set.indicator_of_notMem hσ]
have he : forceOn S σ ⁻¹' (A∩B)=∅ := by
ext ω
simp only [Set.mem_preimage,Set.mem_inter_iff,block_event_forceOn S B hB,hσ,
and_false,Set.mem_empty_iff_false]
rw [he,measure_empty]
lemma setLIntegral_blockProbability (q : E → unitInterval) (S : Set E)
(A B : Set (Set E)) (hA : MeasurableSet A) (hB : MeasurableSet[blockSigma S] B) :
(∫⁻ σ in B, blockProbability q S A σ ∂law q)=law q (A∩B) := by
have hmB := (blockSigma_le S) _ hB
rw [← lintegral_indicator hmB]
simp_rw [← blockProbability_inter_block q S A B hB]
exact lintegral_blockProbability q S (A∩B) (hA.inter hmB)
lemma forceOn_absorb (S T σ τ : Set E) (hST : S⊆T) :
forceOn T τ ∘ forceOn S σ=forceOn T τ := by
funext ω
ext e
change (e∈forceOn T τ (forceOn S σ ω)) ↔ e∈forceOn T τ ω
by_cases heT : e∈T
· simp only [mem_forceOn,ite_eq_left heT]
· have heS : e∉S := fun he => heT (hST he)
simp only [mem_forceOn,ite_eq_right heT,ite_eq_right heS]
lemma blockProbability_pin_smaller (q : E → unitInterval) (S T σ : Set E)
(hST : S⊆T) (A : Set (Set E)) (hA : MeasurableSet A) (τ : Set E) :
blockProbability (pinnedParameters q S σ) T A τ=blockProbability q T A τ := by
unfold blockProbability
rw [← forceOn_map_law q S σ,Measure.map_apply (measurable_forceOn S σ)
(hA.preimage (measurable_forceOn T τ)),← Set.preimage_comp,forceOn_absorb S T σ τ hST]
lemma lintegral_blockProbability_tower (q : E → unitInterval) (S T σ : Set E)
(hST : S⊆T) (A : Set (Set E)) (hA : MeasurableSet A) :
(∫⁻ ω, blockProbability q T A (forceOn S σ ω) ∂law q)=blockProbability q S A σ := by
have hm := (measurable_blockProbability q T A hA).mono (blockSigma_le T) le_rfl
rw [← lintegral_map hm (measurable_forceOn S σ),forceOn_map_law]
simp_rw [← blockProbability_pin_smaller q S T σ hST A hA]
rw [lintegral_blockProbability _ T A hA]
rw [← forceOn_map_law,Measure.map_apply (measurable_forceOn S σ) hA]
rfl
end CriticalPercolation.BernoulliProduct
end
end
end
end OAI